{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> start QUANTAXIS\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/macropy/core/hquotes.py\n",
      "QUANTAXIS>> Finding macros in 'macropy.core.hquotes'\n",
      "QUANTAXIS>> Importing macros from 'macropy.core.quotes' into 'macropy.core.hquotes'\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/macropy/core/quotes.py\n",
      "QUANTAXIS>> Finding macros in 'macropy.core.quotes'\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/macropy/core/failure.py\n",
      "QUANTAXIS>> Finding macros in 'macropy.core.failure'\n",
      "QUANTAXIS>> Importing macros from 'macropy.core.hquotes' into 'macropy.core.failure'\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/cffi/api.py\n",
      "QUANTAXIS>> Finding macros in 'cffi.api'\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "no display found. Using non-interactive Agg backend\n",
      "if you use ssh, you can use ssh with -X parmas to avoid this issue\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/scipy/__config__.py\n",
      "QUANTAXIS>> Finding macros in 'scipy.__config__'\n",
      "QUANTAXIS>> Welcome to QUANTAXIS, the Version is 1.0.66\n",
      "QUANTAXIS>>  \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      "  ``########`````##````````##``````````##`````````####````````##```##########````````#``````##``````###```##`````######`` \n",
      "  `##``````## ```##````````##`````````####````````##`##```````##```````##```````````###``````##````##`````##```##`````##` \n",
      "  ##````````##```##````````##````````##`##````````##``##``````##```````##``````````####```````#```##``````##```##``````## \n",
      "  ##````````##```##````````##```````##```##```````##```##`````##```````##`````````##`##```````##`##```````##````##``````` \n",
      "  ##````````##```##````````##``````##`````##``````##````##````##```````##````````##``###```````###````````##`````##`````` \n",
      "  ##````````##```##````````##``````##``````##`````##`````##```##```````##```````##````##```````###````````##``````###```` \n",
      "  ##````````##```##````````##`````##````````##````##``````##``##```````##``````##``````##`````##`##```````##````````##``` \n",
      "  ##````````##```##````````##````#############````##```````##`##```````##`````###########`````##``##``````##`````````##`` \n",
      "  ###```````##```##````````##```##```````````##```##```````##`##```````##````##`````````##```##```##``````##```##`````##` \n",
      "  `##``````###````##``````###``##`````````````##``##````````####```````##```##``````````##``###````##`````##````##`````## \n",
      "  ``#########``````########```##``````````````###`##``````````##```````##``##````````````##`##``````##````##`````###``### \n",
      "  ````````#####`````````````````````````````````````````````````````````````````````````````````````````````````````##``  \n",
      "  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      "  ``````````````````````````Copyright``yutiansut``2018``````QUANTITATIVE FINANCIAL FRAMEWORK````````````````````````````` \n",
      "  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " \n"
     ]
    }
   ],
   "source": [
    "import QUANTAXIS as QA"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "< QA_DataStruct_Stock_day with 3 securities >\n"
     ]
    }
   ],
   "source": [
    "# 首先进行数据获取 多个股票的日线数据\n",
    "\n",
    "#QA.QA_fetch_stock_day_adv(\"000001\",'2017-01-01','2017-11-30')\n",
    "data=QA.QA_fetch_stock_day_adv([\"000001\",'000002','000004'],'2017-01-01','2017-11-30')\n",
    "\n",
    "print(data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "c=data.data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2017-01-03', '2017-01-04', '2017-01-05', '2017-01-06',\n",
       "               '2017-01-09', '2017-01-10', '2017-01-11', '2017-01-12',\n",
       "               '2017-01-13', '2017-01-16',\n",
       "               ...\n",
       "               '2017-11-17', '2017-11-20', '2017-11-21', '2017-11-22',\n",
       "               '2017-11-23', '2017-11-24', '2017-11-27', '2017-11-28',\n",
       "               '2017-11-29', '2017-11-30'],\n",
       "              dtype='datetime64[ns]', name='date', length=223, freq=None)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "c.index.levels[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['000001', '000002', '000004'], dtype='object', name='code')"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 一些基础的值\n",
    "\n",
    "data.open\n",
    "data.close\n",
    "data.high\n",
    "data.low\n",
    "data.date\n",
    "data.datetime\n",
    "data.code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 对数据进行复权处理\n",
    "\n",
    "#data=data.to_hfq() # 批量后复权\n",
    "data=data.to_qfq() # 批量前复权"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>>                      code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
      "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
      "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
      "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
      "           000002  000002  20.057593  20.260683  19.777135  20.163973   \n",
      "           000004  000004  44.430000  44.820000  44.010000  44.700000   \n",
      "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
      "           000002  000002  20.163973  20.531470  20.096277  20.241341   \n",
      "           000004  000004  44.520000  45.280000  44.400000  44.440000   \n",
      "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
      "           000002  000002  20.251012  20.347722  19.931870  19.960883   \n",
      "           000004  000004  44.350000  44.730000  43.920000  43.960000   \n",
      "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
      "           000002  000002  19.922199  20.067264  19.854502  19.980225   \n",
      "           000004  000004  43.400000  43.960000  42.510000  43.010000   \n",
      "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
      "           000002  000002  19.989896  20.009238  19.844831  19.902857   \n",
      "           000004  000004  43.170000  43.870000  43.170000  43.250000   \n",
      "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
      "           000002  000002  19.844831  19.951212  19.728780  19.728780   \n",
      "           000004  000004  43.000000  43.350000  42.450000  42.450000   \n",
      "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
      "           000004  000004  42.100000  42.780000  42.040000  42.050000   \n",
      "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
      "           000002  000002  20.309038  21.662974  20.212328  21.092386   \n",
      "           000004  000004  42.050000  42.370000  40.900000  41.000000   \n",
      "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
      "           000002  000002  21.092386  21.092386  19.641741  20.309038   \n",
      "           000004  000004  40.690000  40.690000  36.900000  38.260000   \n",
      "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
      "...                   ...        ...        ...        ...        ...   \n",
      "2017-11-17 000001  000001  13.170000  13.460000  13.030000  13.180000   \n",
      "           000002  000002  28.850000  29.600000  28.600000  28.900000   \n",
      "           000004  000004  27.660000  29.380000  26.100000  27.880000   \n",
      "2017-11-20 000001  000001  13.130000  14.250000  13.050000  14.250000   \n",
      "           000002  000002  28.800000  29.010000  27.480000  28.900000   \n",
      "           000004  000004  28.230000  28.750000  27.000000  27.480000   \n",
      "2017-11-21 000001  000001  14.070000  14.790000  14.010000  14.450000   \n",
      "           000002  000002  28.540000  31.790000  28.540000  31.790000   \n",
      "           000004  000004  27.190000  30.230000  26.520000  30.230000   \n",
      "2017-11-22 000001  000001  14.480000  15.240000  14.480000  15.100000   \n",
      "           000002  000002  31.900000  33.080000  31.540000  32.500000   \n",
      "           000004  000004  29.190000  31.440000  29.190000  30.040000   \n",
      "2017-11-23 000001  000001  15.150000  15.240000  14.070000  14.350000   \n",
      "           000002  000002  32.420000  32.740000  31.020000  31.300000   \n",
      "           000004  000004  30.680000  30.690000  27.440000  28.150000   \n",
      "2017-11-24 000001  000001  14.290000  14.590000  13.780000  14.560000   \n",
      "           000002  000002  31.180000  32.290000  30.470000  31.800000   \n",
      "           000004  000004  28.180000  28.960000  27.000000  27.450000   \n",
      "2017-11-27 000001  000001  14.300000  14.300000  13.750000  13.930000   \n",
      "           000002  000002  31.450000  32.600000  30.590000  31.520000   \n",
      "           000004  000004  27.600000  27.840000  25.740000  26.050000   \n",
      "2017-11-28 000001  000001  13.850000  13.850000  13.400000  13.700000   \n",
      "           000002  000002  31.090000  31.350000  30.100000  30.750000   \n",
      "           000004  000004  25.910000  26.870000  25.780000  26.370000   \n",
      "2017-11-29 000001  000001  13.730000  13.930000  13.470000  13.820000   \n",
      "           000002  000002  30.780000  33.830000  30.280000  33.820000   \n",
      "           000004  000004  26.470000  26.590000  25.060000  25.520000   \n",
      "2017-11-30 000001  000001  13.700000  13.730000  13.260000  13.380000   \n",
      "           000002  000002  33.100000  33.400000  30.680000  31.220000   \n",
      "           000004  000004  25.500000  25.820000  25.160000  25.560000   \n",
      "\n",
      "                         volume        amount       date   preclose       adj  \n",
      "date       code                                                                \n",
      "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03        NaN  0.985597  \n",
      "           000002  2.243994e+05  4.497575e+08 2017-01-03        NaN  0.967097  \n",
      "           000004  7.154000e+03  3.173771e+07 2017-01-03        NaN  1.000000  \n",
      "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   9.028069  0.985597  \n",
      "           000002  3.428343e+05  6.867453e+08 2017-01-04  20.047922  0.967097  \n",
      "           000004  8.719000e+03  3.870339e+07 2017-01-04  44.450000  1.000000  \n",
      "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   9.028069  0.985597  \n",
      "           000002  3.206762e+05  6.514861e+08 2017-01-05  20.163973  0.967097  \n",
      "           000004  1.025900e+04  4.605712e+07 2017-01-05  44.700000  1.000000  \n",
      "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   9.037925  0.985597  \n",
      "           000002  2.439455e+05  4.890327e+08 2017-01-06  20.241341  0.967097  \n",
      "           000004  6.651000e+03  2.947450e+07 2017-01-06  44.440000  1.000000  \n",
      "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   8.998501  0.985597  \n",
      "           000002  1.560898e+05  3.116738e+08 2017-01-09  19.960883  0.967097  \n",
      "           000004  1.240400e+04  5.339200e+07 2017-01-09  43.960000  1.000000  \n",
      "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   9.018213  0.985597  \n",
      "           000002  1.645864e+05  3.277669e+08 2017-01-10  19.980225  0.967097  \n",
      "           000004  1.052700e+04  4.581176e+07 2017-01-10  43.010000  1.000000  \n",
      "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   9.018213  0.985597  \n",
      "           000002  1.743899e+05  3.454215e+08 2017-01-11  19.902857  0.967097  \n",
      "           000004  1.066800e+04  4.570020e+07 2017-01-11  43.250000  1.000000  \n",
      "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   9.008357  0.985597  \n",
      "           000004  7.659000e+03  3.249995e+07 2017-01-12  42.450000  1.000000  \n",
      "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   9.018213  0.985597  \n",
      "           000002  1.100475e+06  2.322229e+09 2017-01-13  19.728780  0.967097  \n",
      "           000004  9.700000e+03  4.031344e+07 2017-01-13  42.050000  1.000000  \n",
      "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   9.028069  0.985597  \n",
      "           000002  5.720625e+05  1.157108e+09 2017-01-16  21.092386  0.967097  \n",
      "           000004  1.674900e+04  6.417067e+07 2017-01-16  41.000000  1.000000  \n",
      "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   9.008357  0.985597  \n",
      "...                         ...           ...        ...        ...       ...  \n",
      "2017-11-17 000001  2.064149e+06  2.731216e+09 2017-11-17  13.100000  1.000000  \n",
      "           000002  5.639440e+05  1.639436e+09 2017-11-17  28.940000  1.000000  \n",
      "           000004  6.034300e+04  1.678450e+08 2017-11-17  27.810000  1.000000  \n",
      "2017-11-20 000001  2.843925e+06  3.860145e+09 2017-11-20  13.180000  1.000000  \n",
      "           000002  3.950880e+05  1.118756e+09 2017-11-20  28.900000  1.000000  \n",
      "           000004  4.345200e+04  1.205364e+08 2017-11-20  27.880000  1.000000  \n",
      "2017-11-21 000001  2.495327e+06  3.609849e+09 2017-11-21  14.250000  1.000000  \n",
      "           000002  1.081788e+06  3.289379e+09 2017-11-21  28.900000  1.000000  \n",
      "           000004  6.458300e+04  1.845711e+08 2017-11-21  27.480000  1.000000  \n",
      "2017-11-22 000001  2.570231e+06  3.839501e+09 2017-11-22  14.450000  1.000000  \n",
      "           000002  1.052969e+06  3.398211e+09 2017-11-22  31.790000  1.000000  \n",
      "           000004  6.411800e+04  1.937324e+08 2017-11-22  30.230000  1.000000  \n",
      "2017-11-23 000001  2.429142e+06  3.562843e+09 2017-11-23  15.100000  1.000000  \n",
      "           000002  5.803250e+05  1.851670e+09 2017-11-23  32.500000  1.000000  \n",
      "           000004  4.515300e+04  1.308060e+08 2017-11-23  30.040000  1.000000  \n",
      "2017-11-24 000001  2.630189e+06  3.732597e+09 2017-11-24  14.350000  1.000000  \n",
      "           000002  5.243430e+05  1.653488e+09 2017-11-24  31.300000  1.000000  \n",
      "           000004  3.952400e+04  1.103899e+08 2017-11-24  28.150000  1.000000  \n",
      "2017-11-27 000001  2.064085e+06  2.878492e+09 2017-11-27  14.560000  1.000000  \n",
      "           000002  5.215810e+05  1.640697e+09 2017-11-27  31.800000  1.000000  \n",
      "           000004  3.228400e+04  8.479705e+07 2017-11-27  27.450000  1.000000  \n",
      "2017-11-28 000001  1.766432e+06  2.396540e+09 2017-11-28  13.930000  1.000000  \n",
      "           000002  4.057860e+05  1.243496e+09 2017-11-28  31.520000  1.000000  \n",
      "           000004  3.133700e+04  8.275657e+07 2017-11-28  26.050000  1.000000  \n",
      "2017-11-29 000001  1.564094e+06  2.148313e+09 2017-11-29  13.700000  1.000000  \n",
      "           000002  8.977120e+05  2.894401e+09 2017-11-29  30.750000  1.000000  \n",
      "           000004  3.090400e+04  7.867043e+07 2017-11-29  26.370000  1.000000  \n",
      "2017-11-30 000001  1.379635e+06  1.866701e+09 2017-11-30  13.820000  1.000000  \n",
      "           000002  1.000665e+06  3.213854e+09 2017-11-30  33.820000  1.000000  \n",
      "           000004  2.328600e+04  5.926307e+07 2017-11-30  25.520000  1.000000  \n",
      "\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[616 rows x 10 columns]\n"
     ]
    },
    {
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-03</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.978789</td>\n",
       "      <td>9.047781</td>\n",
       "      <td>8.959077</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>4.665598e+05</td>\n",
       "      <td>4.205952e+08</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>19.873844</td>\n",
       "      <td>20.192986</td>\n",
       "      <td>19.873844</td>\n",
       "      <td>20.047922</td>\n",
       "      <td>2.243994e+05</td>\n",
       "      <td>4.497575e+08</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>44.810000</td>\n",
       "      <td>44.840000</td>\n",
       "      <td>43.610000</td>\n",
       "      <td>44.450000</td>\n",
       "      <td>7.154000e+03</td>\n",
       "      <td>3.173771e+07</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-04</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>9.047781</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>4.558952e+05</td>\n",
       "      <td>4.115035e+08</td>\n",
       "      <td>2017-01-04</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>20.057593</td>\n",
       "      <td>20.260683</td>\n",
       "      <td>19.777135</td>\n",
       "      <td>20.163973</td>\n",
       "      <td>3.428343e+05</td>\n",
       "      <td>6.867453e+08</td>\n",
       "      <td>2017-01-04</td>\n",
       "      <td>20.047922</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>44.430000</td>\n",
       "      <td>44.820000</td>\n",
       "      <td>44.010000</td>\n",
       "      <td>44.700000</td>\n",
       "      <td>8.719000e+03</td>\n",
       "      <td>3.870339e+07</td>\n",
       "      <td>2017-01-04</td>\n",
       "      <td>44.450000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-05</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>9.047781</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>3.494044e+05</td>\n",
       "      <td>3.157697e+08</td>\n",
       "      <td>2017-01-05</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>20.163973</td>\n",
       "      <td>20.531470</td>\n",
       "      <td>20.096277</td>\n",
       "      <td>20.241341</td>\n",
       "      <td>3.206762e+05</td>\n",
       "      <td>6.514861e+08</td>\n",
       "      <td>2017-01-05</td>\n",
       "      <td>20.163973</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>44.520000</td>\n",
       "      <td>45.280000</td>\n",
       "      <td>44.400000</td>\n",
       "      <td>44.440000</td>\n",
       "      <td>1.025900e+04</td>\n",
       "      <td>4.605712e+07</td>\n",
       "      <td>2017-01-05</td>\n",
       "      <td>44.700000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-06</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>8.978789</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>3.633878e+05</td>\n",
       "      <td>3.271764e+08</td>\n",
       "      <td>2017-01-06</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>20.251012</td>\n",
       "      <td>20.347722</td>\n",
       "      <td>19.931870</td>\n",
       "      <td>19.960883</td>\n",
       "      <td>2.439455e+05</td>\n",
       "      <td>4.890327e+08</td>\n",
       "      <td>2017-01-06</td>\n",
       "      <td>20.241341</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>44.350000</td>\n",
       "      <td>44.730000</td>\n",
       "      <td>43.920000</td>\n",
       "      <td>43.960000</td>\n",
       "      <td>6.651000e+03</td>\n",
       "      <td>2.947450e+07</td>\n",
       "      <td>2017-01-06</td>\n",
       "      <td>44.440000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-09</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>8.978789</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>3.663576e+05</td>\n",
       "      <td>3.299946e+08</td>\n",
       "      <td>2017-01-09</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>19.922199</td>\n",
       "      <td>20.067264</td>\n",
       "      <td>19.854502</td>\n",
       "      <td>19.980225</td>\n",
       "      <td>1.560898e+05</td>\n",
       "      <td>3.116738e+08</td>\n",
       "      <td>2017-01-09</td>\n",
       "      <td>19.960883</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>43.400000</td>\n",
       "      <td>43.960000</td>\n",
       "      <td>42.510000</td>\n",
       "      <td>43.010000</td>\n",
       "      <td>1.240400e+04</td>\n",
       "      <td>5.339200e+07</td>\n",
       "      <td>2017-01-09</td>\n",
       "      <td>43.960000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-10</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>2.445756e+05</td>\n",
       "      <td>2.205751e+08</td>\n",
       "      <td>2017-01-10</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>19.989896</td>\n",
       "      <td>20.009238</td>\n",
       "      <td>19.844831</td>\n",
       "      <td>19.902857</td>\n",
       "      <td>1.645864e+05</td>\n",
       "      <td>3.277669e+08</td>\n",
       "      <td>2017-01-10</td>\n",
       "      <td>19.980225</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>43.170000</td>\n",
       "      <td>43.870000</td>\n",
       "      <td>43.170000</td>\n",
       "      <td>43.250000</td>\n",
       "      <td>1.052700e+04</td>\n",
       "      <td>4.581176e+07</td>\n",
       "      <td>2017-01-10</td>\n",
       "      <td>43.010000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-11</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>3.078641e+05</td>\n",
       "      <td>2.775532e+08</td>\n",
       "      <td>2017-01-11</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>19.844831</td>\n",
       "      <td>19.951212</td>\n",
       "      <td>19.728780</td>\n",
       "      <td>19.728780</td>\n",
       "      <td>1.743899e+05</td>\n",
       "      <td>3.454215e+08</td>\n",
       "      <td>2017-01-11</td>\n",
       "      <td>19.902857</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>43.000000</td>\n",
       "      <td>43.350000</td>\n",
       "      <td>42.450000</td>\n",
       "      <td>42.450000</td>\n",
       "      <td>1.066800e+04</td>\n",
       "      <td>4.570020e+07</td>\n",
       "      <td>2017-01-11</td>\n",
       "      <td>43.250000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">2017-01-12</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>4.342606e+05</td>\n",
       "      <td>3.918694e+08</td>\n",
       "      <td>2017-01-12</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>42.100000</td>\n",
       "      <td>42.780000</td>\n",
       "      <td>42.040000</td>\n",
       "      <td>42.050000</td>\n",
       "      <td>7.659000e+03</td>\n",
       "      <td>3.249995e+07</td>\n",
       "      <td>2017-01-12</td>\n",
       "      <td>42.450000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-13</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>9.057637</td>\n",
       "      <td>8.988645</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>4.406476e+05</td>\n",
       "      <td>3.976019e+08</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>20.309038</td>\n",
       "      <td>21.662974</td>\n",
       "      <td>20.212328</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>1.100475e+06</td>\n",
       "      <td>2.322229e+09</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>19.728780</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>42.050000</td>\n",
       "      <td>42.370000</td>\n",
       "      <td>40.900000</td>\n",
       "      <td>41.000000</td>\n",
       "      <td>9.700000e+03</td>\n",
       "      <td>4.031344e+07</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>42.050000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-16</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>8.939366</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>6.931484e+05</td>\n",
       "      <td>6.230258e+08</td>\n",
       "      <td>2017-01-16</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>19.641741</td>\n",
       "      <td>20.309038</td>\n",
       "      <td>5.720625e+05</td>\n",
       "      <td>1.157108e+09</td>\n",
       "      <td>2017-01-16</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>40.690000</td>\n",
       "      <td>40.690000</td>\n",
       "      <td>36.900000</td>\n",
       "      <td>38.260000</td>\n",
       "      <td>1.674900e+04</td>\n",
       "      <td>6.417067e+07</td>\n",
       "      <td>2017-01-16</td>\n",
       "      <td>41.000000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.988645</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>8.968933</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>5.535244e+05</td>\n",
       "      <td>4.981797e+08</td>\n",
       "      <td>2017-01-17</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-17</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.170000</td>\n",
       "      <td>13.460000</td>\n",
       "      <td>13.030000</td>\n",
       "      <td>13.180000</td>\n",
       "      <td>2.064149e+06</td>\n",
       "      <td>2.731216e+09</td>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>13.100000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>28.850000</td>\n",
       "      <td>29.600000</td>\n",
       "      <td>28.600000</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>5.639440e+05</td>\n",
       "      <td>1.639436e+09</td>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>28.940000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>27.660000</td>\n",
       "      <td>29.380000</td>\n",
       "      <td>26.100000</td>\n",
       "      <td>27.880000</td>\n",
       "      <td>6.034300e+04</td>\n",
       "      <td>1.678450e+08</td>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>27.810000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-20</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.130000</td>\n",
       "      <td>14.250000</td>\n",
       "      <td>13.050000</td>\n",
       "      <td>14.250000</td>\n",
       "      <td>2.843925e+06</td>\n",
       "      <td>3.860145e+09</td>\n",
       "      <td>2017-11-20</td>\n",
       "      <td>13.180000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>28.800000</td>\n",
       "      <td>29.010000</td>\n",
       "      <td>27.480000</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>3.950880e+05</td>\n",
       "      <td>1.118756e+09</td>\n",
       "      <td>2017-11-20</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>28.230000</td>\n",
       "      <td>28.750000</td>\n",
       "      <td>27.000000</td>\n",
       "      <td>27.480000</td>\n",
       "      <td>4.345200e+04</td>\n",
       "      <td>1.205364e+08</td>\n",
       "      <td>2017-11-20</td>\n",
       "      <td>27.880000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-21</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.070000</td>\n",
       "      <td>14.790000</td>\n",
       "      <td>14.010000</td>\n",
       "      <td>14.450000</td>\n",
       "      <td>2.495327e+06</td>\n",
       "      <td>3.609849e+09</td>\n",
       "      <td>2017-11-21</td>\n",
       "      <td>14.250000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>28.540000</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>28.540000</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>1.081788e+06</td>\n",
       "      <td>3.289379e+09</td>\n",
       "      <td>2017-11-21</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>27.190000</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>26.520000</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>6.458300e+04</td>\n",
       "      <td>1.845711e+08</td>\n",
       "      <td>2017-11-21</td>\n",
       "      <td>27.480000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-22</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.480000</td>\n",
       "      <td>15.240000</td>\n",
       "      <td>14.480000</td>\n",
       "      <td>15.100000</td>\n",
       "      <td>2.570231e+06</td>\n",
       "      <td>3.839501e+09</td>\n",
       "      <td>2017-11-22</td>\n",
       "      <td>14.450000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.900000</td>\n",
       "      <td>33.080000</td>\n",
       "      <td>31.540000</td>\n",
       "      <td>32.500000</td>\n",
       "      <td>1.052969e+06</td>\n",
       "      <td>3.398211e+09</td>\n",
       "      <td>2017-11-22</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>29.190000</td>\n",
       "      <td>31.440000</td>\n",
       "      <td>29.190000</td>\n",
       "      <td>30.040000</td>\n",
       "      <td>6.411800e+04</td>\n",
       "      <td>1.937324e+08</td>\n",
       "      <td>2017-11-22</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-23</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>15.150000</td>\n",
       "      <td>15.240000</td>\n",
       "      <td>14.070000</td>\n",
       "      <td>14.350000</td>\n",
       "      <td>2.429142e+06</td>\n",
       "      <td>3.562843e+09</td>\n",
       "      <td>2017-11-23</td>\n",
       "      <td>15.100000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>32.420000</td>\n",
       "      <td>32.740000</td>\n",
       "      <td>31.020000</td>\n",
       "      <td>31.300000</td>\n",
       "      <td>5.803250e+05</td>\n",
       "      <td>1.851670e+09</td>\n",
       "      <td>2017-11-23</td>\n",
       "      <td>32.500000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>30.680000</td>\n",
       "      <td>30.690000</td>\n",
       "      <td>27.440000</td>\n",
       "      <td>28.150000</td>\n",
       "      <td>4.515300e+04</td>\n",
       "      <td>1.308060e+08</td>\n",
       "      <td>2017-11-23</td>\n",
       "      <td>30.040000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-24</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.290000</td>\n",
       "      <td>14.590000</td>\n",
       "      <td>13.780000</td>\n",
       "      <td>14.560000</td>\n",
       "      <td>2.630189e+06</td>\n",
       "      <td>3.732597e+09</td>\n",
       "      <td>2017-11-24</td>\n",
       "      <td>14.350000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.180000</td>\n",
       "      <td>32.290000</td>\n",
       "      <td>30.470000</td>\n",
       "      <td>31.800000</td>\n",
       "      <td>5.243430e+05</td>\n",
       "      <td>1.653488e+09</td>\n",
       "      <td>2017-11-24</td>\n",
       "      <td>31.300000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>28.180000</td>\n",
       "      <td>28.960000</td>\n",
       "      <td>27.000000</td>\n",
       "      <td>27.450000</td>\n",
       "      <td>3.952400e+04</td>\n",
       "      <td>1.103899e+08</td>\n",
       "      <td>2017-11-24</td>\n",
       "      <td>28.150000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-27</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.300000</td>\n",
       "      <td>14.300000</td>\n",
       "      <td>13.750000</td>\n",
       "      <td>13.930000</td>\n",
       "      <td>2.064085e+06</td>\n",
       "      <td>2.878492e+09</td>\n",
       "      <td>2017-11-27</td>\n",
       "      <td>14.560000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.450000</td>\n",
       "      <td>32.600000</td>\n",
       "      <td>30.590000</td>\n",
       "      <td>31.520000</td>\n",
       "      <td>5.215810e+05</td>\n",
       "      <td>1.640697e+09</td>\n",
       "      <td>2017-11-27</td>\n",
       "      <td>31.800000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>27.600000</td>\n",
       "      <td>27.840000</td>\n",
       "      <td>25.740000</td>\n",
       "      <td>26.050000</td>\n",
       "      <td>3.228400e+04</td>\n",
       "      <td>8.479705e+07</td>\n",
       "      <td>2017-11-27</td>\n",
       "      <td>27.450000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-28</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.850000</td>\n",
       "      <td>13.850000</td>\n",
       "      <td>13.400000</td>\n",
       "      <td>13.700000</td>\n",
       "      <td>1.766432e+06</td>\n",
       "      <td>2.396540e+09</td>\n",
       "      <td>2017-11-28</td>\n",
       "      <td>13.930000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.090000</td>\n",
       "      <td>31.350000</td>\n",
       "      <td>30.100000</td>\n",
       "      <td>30.750000</td>\n",
       "      <td>4.057860e+05</td>\n",
       "      <td>1.243496e+09</td>\n",
       "      <td>2017-11-28</td>\n",
       "      <td>31.520000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>25.910000</td>\n",
       "      <td>26.870000</td>\n",
       "      <td>25.780000</td>\n",
       "      <td>26.370000</td>\n",
       "      <td>3.133700e+04</td>\n",
       "      <td>8.275657e+07</td>\n",
       "      <td>2017-11-28</td>\n",
       "      <td>26.050000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-29</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.730000</td>\n",
       "      <td>13.930000</td>\n",
       "      <td>13.470000</td>\n",
       "      <td>13.820000</td>\n",
       "      <td>1.564094e+06</td>\n",
       "      <td>2.148313e+09</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>13.700000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>30.780000</td>\n",
       "      <td>33.830000</td>\n",
       "      <td>30.280000</td>\n",
       "      <td>33.820000</td>\n",
       "      <td>8.977120e+05</td>\n",
       "      <td>2.894401e+09</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>30.750000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>26.470000</td>\n",
       "      <td>26.590000</td>\n",
       "      <td>25.060000</td>\n",
       "      <td>25.520000</td>\n",
       "      <td>3.090400e+04</td>\n",
       "      <td>7.867043e+07</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>26.370000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-30</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.700000</td>\n",
       "      <td>13.730000</td>\n",
       "      <td>13.260000</td>\n",
       "      <td>13.380000</td>\n",
       "      <td>1.379635e+06</td>\n",
       "      <td>1.866701e+09</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>13.820000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>33.100000</td>\n",
       "      <td>33.400000</td>\n",
       "      <td>30.680000</td>\n",
       "      <td>31.220000</td>\n",
       "      <td>1.000665e+06</td>\n",
       "      <td>3.213854e+09</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>33.820000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>25.500000</td>\n",
       "      <td>25.820000</td>\n",
       "      <td>25.160000</td>\n",
       "      <td>25.560000</td>\n",
       "      <td>2.328600e+04</td>\n",
       "      <td>5.926307e+07</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>25.520000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>616 rows × 10 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                     code       open       high        low      close  \\\n",
       "date       code                                                         \n",
       "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
       "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
       "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
       "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
       "           000002  000002  20.057593  20.260683  19.777135  20.163973   \n",
       "           000004  000004  44.430000  44.820000  44.010000  44.700000   \n",
       "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
       "           000002  000002  20.163973  20.531470  20.096277  20.241341   \n",
       "           000004  000004  44.520000  45.280000  44.400000  44.440000   \n",
       "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
       "           000002  000002  20.251012  20.347722  19.931870  19.960883   \n",
       "           000004  000004  44.350000  44.730000  43.920000  43.960000   \n",
       "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
       "           000002  000002  19.922199  20.067264  19.854502  19.980225   \n",
       "           000004  000004  43.400000  43.960000  42.510000  43.010000   \n",
       "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
       "           000002  000002  19.989896  20.009238  19.844831  19.902857   \n",
       "           000004  000004  43.170000  43.870000  43.170000  43.250000   \n",
       "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
       "           000002  000002  19.844831  19.951212  19.728780  19.728780   \n",
       "           000004  000004  43.000000  43.350000  42.450000  42.450000   \n",
       "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
       "           000004  000004  42.100000  42.780000  42.040000  42.050000   \n",
       "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
       "           000002  000002  20.309038  21.662974  20.212328  21.092386   \n",
       "           000004  000004  42.050000  42.370000  40.900000  41.000000   \n",
       "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
       "           000002  000002  21.092386  21.092386  19.641741  20.309038   \n",
       "           000004  000004  40.690000  40.690000  36.900000  38.260000   \n",
       "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
       "...                   ...        ...        ...        ...        ...   \n",
       "2017-11-17 000001  000001  13.170000  13.460000  13.030000  13.180000   \n",
       "           000002  000002  28.850000  29.600000  28.600000  28.900000   \n",
       "           000004  000004  27.660000  29.380000  26.100000  27.880000   \n",
       "2017-11-20 000001  000001  13.130000  14.250000  13.050000  14.250000   \n",
       "           000002  000002  28.800000  29.010000  27.480000  28.900000   \n",
       "           000004  000004  28.230000  28.750000  27.000000  27.480000   \n",
       "2017-11-21 000001  000001  14.070000  14.790000  14.010000  14.450000   \n",
       "           000002  000002  28.540000  31.790000  28.540000  31.790000   \n",
       "           000004  000004  27.190000  30.230000  26.520000  30.230000   \n",
       "2017-11-22 000001  000001  14.480000  15.240000  14.480000  15.100000   \n",
       "           000002  000002  31.900000  33.080000  31.540000  32.500000   \n",
       "           000004  000004  29.190000  31.440000  29.190000  30.040000   \n",
       "2017-11-23 000001  000001  15.150000  15.240000  14.070000  14.350000   \n",
       "           000002  000002  32.420000  32.740000  31.020000  31.300000   \n",
       "           000004  000004  30.680000  30.690000  27.440000  28.150000   \n",
       "2017-11-24 000001  000001  14.290000  14.590000  13.780000  14.560000   \n",
       "           000002  000002  31.180000  32.290000  30.470000  31.800000   \n",
       "           000004  000004  28.180000  28.960000  27.000000  27.450000   \n",
       "2017-11-27 000001  000001  14.300000  14.300000  13.750000  13.930000   \n",
       "           000002  000002  31.450000  32.600000  30.590000  31.520000   \n",
       "           000004  000004  27.600000  27.840000  25.740000  26.050000   \n",
       "2017-11-28 000001  000001  13.850000  13.850000  13.400000  13.700000   \n",
       "           000002  000002  31.090000  31.350000  30.100000  30.750000   \n",
       "           000004  000004  25.910000  26.870000  25.780000  26.370000   \n",
       "2017-11-29 000001  000001  13.730000  13.930000  13.470000  13.820000   \n",
       "           000002  000002  30.780000  33.830000  30.280000  33.820000   \n",
       "           000004  000004  26.470000  26.590000  25.060000  25.520000   \n",
       "2017-11-30 000001  000001  13.700000  13.730000  13.260000  13.380000   \n",
       "           000002  000002  33.100000  33.400000  30.680000  31.220000   \n",
       "           000004  000004  25.500000  25.820000  25.160000  25.560000   \n",
       "\n",
       "                         volume        amount       date   preclose       adj  \n",
       "date       code                                                                \n",
       "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03        NaN  0.985597  \n",
       "           000002  2.243994e+05  4.497575e+08 2017-01-03        NaN  0.967097  \n",
       "           000004  7.154000e+03  3.173771e+07 2017-01-03        NaN  1.000000  \n",
       "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   9.028069  0.985597  \n",
       "           000002  3.428343e+05  6.867453e+08 2017-01-04  20.047922  0.967097  \n",
       "           000004  8.719000e+03  3.870339e+07 2017-01-04  44.450000  1.000000  \n",
       "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   9.028069  0.985597  \n",
       "           000002  3.206762e+05  6.514861e+08 2017-01-05  20.163973  0.967097  \n",
       "           000004  1.025900e+04  4.605712e+07 2017-01-05  44.700000  1.000000  \n",
       "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   9.037925  0.985597  \n",
       "           000002  2.439455e+05  4.890327e+08 2017-01-06  20.241341  0.967097  \n",
       "           000004  6.651000e+03  2.947450e+07 2017-01-06  44.440000  1.000000  \n",
       "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   8.998501  0.985597  \n",
       "           000002  1.560898e+05  3.116738e+08 2017-01-09  19.960883  0.967097  \n",
       "           000004  1.240400e+04  5.339200e+07 2017-01-09  43.960000  1.000000  \n",
       "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   9.018213  0.985597  \n",
       "           000002  1.645864e+05  3.277669e+08 2017-01-10  19.980225  0.967097  \n",
       "           000004  1.052700e+04  4.581176e+07 2017-01-10  43.010000  1.000000  \n",
       "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   9.018213  0.985597  \n",
       "           000002  1.743899e+05  3.454215e+08 2017-01-11  19.902857  0.967097  \n",
       "           000004  1.066800e+04  4.570020e+07 2017-01-11  43.250000  1.000000  \n",
       "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   9.008357  0.985597  \n",
       "           000004  7.659000e+03  3.249995e+07 2017-01-12  42.450000  1.000000  \n",
       "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   9.018213  0.985597  \n",
       "           000002  1.100475e+06  2.322229e+09 2017-01-13  19.728780  0.967097  \n",
       "           000004  9.700000e+03  4.031344e+07 2017-01-13  42.050000  1.000000  \n",
       "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   9.028069  0.985597  \n",
       "           000002  5.720625e+05  1.157108e+09 2017-01-16  21.092386  0.967097  \n",
       "           000004  1.674900e+04  6.417067e+07 2017-01-16  41.000000  1.000000  \n",
       "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   9.008357  0.985597  \n",
       "...                         ...           ...        ...        ...       ...  \n",
       "2017-11-17 000001  2.064149e+06  2.731216e+09 2017-11-17  13.100000  1.000000  \n",
       "           000002  5.639440e+05  1.639436e+09 2017-11-17  28.940000  1.000000  \n",
       "           000004  6.034300e+04  1.678450e+08 2017-11-17  27.810000  1.000000  \n",
       "2017-11-20 000001  2.843925e+06  3.860145e+09 2017-11-20  13.180000  1.000000  \n",
       "           000002  3.950880e+05  1.118756e+09 2017-11-20  28.900000  1.000000  \n",
       "           000004  4.345200e+04  1.205364e+08 2017-11-20  27.880000  1.000000  \n",
       "2017-11-21 000001  2.495327e+06  3.609849e+09 2017-11-21  14.250000  1.000000  \n",
       "           000002  1.081788e+06  3.289379e+09 2017-11-21  28.900000  1.000000  \n",
       "           000004  6.458300e+04  1.845711e+08 2017-11-21  27.480000  1.000000  \n",
       "2017-11-22 000001  2.570231e+06  3.839501e+09 2017-11-22  14.450000  1.000000  \n",
       "           000002  1.052969e+06  3.398211e+09 2017-11-22  31.790000  1.000000  \n",
       "           000004  6.411800e+04  1.937324e+08 2017-11-22  30.230000  1.000000  \n",
       "2017-11-23 000001  2.429142e+06  3.562843e+09 2017-11-23  15.100000  1.000000  \n",
       "           000002  5.803250e+05  1.851670e+09 2017-11-23  32.500000  1.000000  \n",
       "           000004  4.515300e+04  1.308060e+08 2017-11-23  30.040000  1.000000  \n",
       "2017-11-24 000001  2.630189e+06  3.732597e+09 2017-11-24  14.350000  1.000000  \n",
       "           000002  5.243430e+05  1.653488e+09 2017-11-24  31.300000  1.000000  \n",
       "           000004  3.952400e+04  1.103899e+08 2017-11-24  28.150000  1.000000  \n",
       "2017-11-27 000001  2.064085e+06  2.878492e+09 2017-11-27  14.560000  1.000000  \n",
       "           000002  5.215810e+05  1.640697e+09 2017-11-27  31.800000  1.000000  \n",
       "           000004  3.228400e+04  8.479705e+07 2017-11-27  27.450000  1.000000  \n",
       "2017-11-28 000001  1.766432e+06  2.396540e+09 2017-11-28  13.930000  1.000000  \n",
       "           000002  4.057860e+05  1.243496e+09 2017-11-28  31.520000  1.000000  \n",
       "           000004  3.133700e+04  8.275657e+07 2017-11-28  26.050000  1.000000  \n",
       "2017-11-29 000001  1.564094e+06  2.148313e+09 2017-11-29  13.700000  1.000000  \n",
       "           000002  8.977120e+05  2.894401e+09 2017-11-29  30.750000  1.000000  \n",
       "           000004  3.090400e+04  7.867043e+07 2017-11-29  26.370000  1.000000  \n",
       "2017-11-30 000001  1.379635e+06  1.866701e+09 2017-11-30  13.820000  1.000000  \n",
       "           000002  1.000665e+06  3.213854e+09 2017-11-30  33.820000  1.000000  \n",
       "           000004  2.328600e+04  5.926307e+07 2017-11-30  25.520000  1.000000  \n",
       "\n",
       "[616 rows x 10 columns]"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 查看数据\n",
    "# 有三种方式查看数据\n",
    "\n",
    "data.show()\n",
    "data()\n",
    "data.data\n",
    "# 一般我们推荐直接用()的方式查看数据 这个数据是Pandas.Dataframe格式"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</th>\n",
       "      <th>volume</th>\n",
       "      <th>amount</th>\n",
       "      <th>date</th>\n",
       "      <th>preclose</th>\n",
       "      <th>adj</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th>code</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-03</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.978789</td>\n",
       "      <td>9.047781</td>\n",
       "      <td>8.959077</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>466559.822605</td>\n",
       "      <td>420595168.0</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>19.873844</td>\n",
       "      <td>20.192986</td>\n",
       "      <td>19.873844</td>\n",
       "      <td>20.047922</td>\n",
       "      <td>224399.404054</td>\n",
       "      <td>449757472.0</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>44.810000</td>\n",
       "      <td>44.840000</td>\n",
       "      <td>43.610000</td>\n",
       "      <td>44.450000</td>\n",
       "      <td>7154.000000</td>\n",
       "      <td>31737710.0</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                     code       open       high        low      close  \\\n",
       "date       code                                                         \n",
       "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
       "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
       "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
       "\n",
       "                          volume       amount       date  preclose       adj  \n",
       "date       code                                                               \n",
       "2017-01-03 000001  466559.822605  420595168.0 2017-01-03       NaN  0.985597  \n",
       "           000002  224399.404054  449757472.0 2017-01-03       NaN  0.967097  \n",
       "           000004    7154.000000   31737710.0 2017-01-03       NaN  1.000000  "
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 数据查询 .query()\n",
    "data.query('date==\"2017-01-03\"')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                     code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
      "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
      "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
      "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
      "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
      "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
      "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
      "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
      "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
      "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
      "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
      "2017-01-18 000001  000001   9.008357   9.057637   8.998501   9.037925   \n",
      "2017-01-19 000001  000001   9.018213   9.106917   9.018213   9.047781   \n",
      "2017-01-20 000001  000001   9.037925   9.097061   9.037925   9.087205   \n",
      "2017-01-23 000001  000001   9.087205   9.126629   9.067493   9.087205   \n",
      "2017-01-24 000001  000001   9.097061   9.146341   9.067493   9.136485   \n",
      "2017-01-25 000001  000001   9.136485   9.146341   9.116773   9.126629   \n",
      "2017-01-26 000001  000001   9.136485   9.205477   9.126629   9.195621   \n",
      "2017-02-03 000001  000001   9.205477   9.225189   9.097061   9.126629   \n",
      "2017-02-06 000001  000001   9.126629   9.185765   9.126629   9.175909   \n",
      "2017-02-07 000001  000001   9.175909   9.185765   9.136485   9.166053   \n",
      "2017-02-08 000001  000001   9.156197   9.166053   9.106917   9.166053   \n",
      "2017-02-09 000001  000001   9.166053   9.195621   9.146341   9.175909   \n",
      "2017-02-10 000001  000001   9.185765   9.225189   9.175909   9.195621   \n",
      "2017-02-13 000001  000001   9.205477   9.304036   9.195621   9.274469   \n",
      "2017-02-14 000001  000001   9.274469   9.284325   9.235045   9.264613   \n",
      "2017-02-15 000001  000001   9.264613   9.402596   9.254757   9.313892   \n",
      "2017-02-16 000001  000001   9.313892   9.363172   9.284325   9.323748   \n",
      "2017-02-17 000001  000001   9.323748   9.353316   9.235045   9.254757   \n",
      "2017-02-20 000001  000001   9.264613   9.442020   9.264613   9.422308   \n",
      "...                   ...        ...        ...        ...        ...   \n",
      "2017-10-20 000001  000001  11.590000  11.590000  11.410000  11.480000   \n",
      "2017-10-23 000001  000001  11.390000  11.400000  11.150000  11.190000   \n",
      "2017-10-24 000001  000001  11.200000  11.420000  11.180000  11.390000   \n",
      "2017-10-25 000001  000001  11.360000  11.370000  11.250000  11.270000   \n",
      "2017-10-26 000001  000001  11.250000  11.320000  11.120000  11.180000   \n",
      "2017-10-27 000001  000001  11.190000  11.560000  11.180000  11.560000   \n",
      "2017-10-30 000001  000001  11.550000  11.730000  11.450000  11.560000   \n",
      "2017-10-31 000001  000001  11.550000  11.580000  11.390000  11.540000   \n",
      "2017-11-01 000001  000001  11.560000  11.590000  11.320000  11.400000   \n",
      "2017-11-02 000001  000001  11.360000  11.580000  11.260000  11.540000   \n",
      "2017-11-03 000001  000001  11.490000  11.680000  11.350000  11.390000   \n",
      "2017-11-06 000001  000001  11.420000  11.420000  11.090000  11.280000   \n",
      "2017-11-07 000001  000001  11.270000  12.090000  11.250000  11.920000   \n",
      "2017-11-08 000001  000001  12.000000  12.590000  11.930000  12.130000   \n",
      "2017-11-09 000001  000001  12.200000  12.570000  12.150000  12.330000   \n",
      "2017-11-10 000001  000001  12.370000  12.550000  12.150000  12.300000   \n",
      "2017-11-13 000001  000001  12.350000  13.100000  12.350000  12.900000   \n",
      "2017-11-14 000001  000001  12.950000  13.260000  12.810000  12.950000   \n",
      "2017-11-15 000001  000001  12.900000  13.130000  12.770000  12.900000   \n",
      "2017-11-16 000001  000001  12.900000  13.120000  12.670000  13.100000   \n",
      "2017-11-17 000001  000001  13.170000  13.460000  13.030000  13.180000   \n",
      "2017-11-20 000001  000001  13.130000  14.250000  13.050000  14.250000   \n",
      "2017-11-21 000001  000001  14.070000  14.790000  14.010000  14.450000   \n",
      "2017-11-22 000001  000001  14.480000  15.240000  14.480000  15.100000   \n",
      "2017-11-23 000001  000001  15.150000  15.240000  14.070000  14.350000   \n",
      "2017-11-24 000001  000001  14.290000  14.590000  13.780000  14.560000   \n",
      "2017-11-27 000001  000001  14.300000  14.300000  13.750000  13.930000   \n",
      "2017-11-28 000001  000001  13.850000  13.850000  13.400000  13.700000   \n",
      "2017-11-29 000001  000001  13.730000  13.930000  13.470000  13.820000   \n",
      "2017-11-30 000001  000001  13.700000  13.730000  13.260000  13.380000   \n",
      "\n",
      "                         volume        amount       date   preclose       adj  \n",
      "date       code                                                                \n",
      "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03        NaN  0.985597  \n",
      "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   9.028069  0.985597  \n",
      "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   9.028069  0.985597  \n",
      "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   9.037925  0.985597  \n",
      "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   8.998501  0.985597  \n",
      "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   9.018213  0.985597  \n",
      "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   9.018213  0.985597  \n",
      "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   9.008357  0.985597  \n",
      "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   9.018213  0.985597  \n",
      "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   9.028069  0.985597  \n",
      "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   9.008357  0.985597  \n",
      "2017-01-18 000001  5.826610e+05  5.264266e+08 2017-01-18   9.018213  0.985597  \n",
      "2017-01-19 000001  4.441085e+05  4.024456e+08 2017-01-19   9.037925  0.985597  \n",
      "2017-01-20 000001  3.990759e+05  3.618652e+08 2017-01-20   9.047781  0.985597  \n",
      "2017-01-23 000001  4.264410e+05  3.880191e+08 2017-01-23   9.087205  0.985597  \n",
      "2017-01-24 000001  4.771159e+05  4.347877e+08 2017-01-24   9.087205  0.985597  \n",
      "2017-01-25 000001  3.088493e+05  2.819763e+08 2017-01-25   9.136485  0.985597  \n",
      "2017-01-26 000001  4.268600e+05  3.918443e+08 2017-01-26   9.126629  0.985597  \n",
      "2017-02-03 000001  3.200821e+05  2.926180e+08 2017-02-03   9.195621  0.985597  \n",
      "2017-02-06 000001  5.243380e+05  4.804413e+08 2017-02-06   9.126629  0.985597  \n",
      "2017-02-07 000001  4.026838e+05  3.687553e+08 2017-02-07   9.175909  0.985597  \n",
      "2017-02-08 000001  3.655368e+05  3.339754e+08 2017-02-08   9.166053  0.985597  \n",
      "2017-02-09 000001  3.478653e+05  3.192010e+08 2017-02-09   9.166053  0.985597  \n",
      "2017-02-10 000001  4.897975e+05  4.507013e+08 2017-02-10   9.175909  0.985597  \n",
      "2017-02-13 000001  6.476927e+05  5.999510e+08 2017-02-13   9.195621  0.985597  \n",
      "2017-02-14 000001  3.677000e+05  3.403184e+08 2017-02-14   9.274469  0.985597  \n",
      "2017-02-15 000001  7.676697e+05  7.167597e+08 2017-02-15   9.264613  0.985597  \n",
      "2017-02-16 000001  4.171695e+05  3.886362e+08 2017-02-16   9.313892  0.985597  \n",
      "2017-02-17 000001  4.299668e+05  4.001618e+08 2017-02-17   9.323748  0.985597  \n",
      "2017-02-20 000001  9.118889e+05  8.557108e+08 2017-02-20   9.254757  0.985597  \n",
      "...                         ...           ...        ...        ...       ...  \n",
      "2017-10-20 000001  4.618080e+05  5.297470e+08 2017-10-20  11.630000  1.000000  \n",
      "2017-10-23 000001  1.074465e+06  1.206888e+09 2017-10-23  11.480000  1.000000  \n",
      "2017-10-24 000001  6.188710e+05  7.008969e+08 2017-10-24  11.190000  1.000000  \n",
      "2017-10-25 000001  4.185730e+05  4.727082e+08 2017-10-25  11.390000  1.000000  \n",
      "2017-10-26 000001  9.289960e+05  1.041707e+09 2017-10-26  11.270000  1.000000  \n",
      "2017-10-27 000001  1.360086e+06  1.548544e+09 2017-10-27  11.180000  1.000000  \n",
      "2017-10-30 000001  1.278247e+06  1.484495e+09 2017-10-30  11.560000  1.000000  \n",
      "2017-10-31 000001  6.274910e+05  7.212375e+08 2017-10-31  11.560000  1.000000  \n",
      "2017-11-01 000001  6.926170e+05  7.928810e+08 2017-11-01  11.540000  1.000000  \n",
      "2017-11-02 000001  6.043080e+05  6.892299e+08 2017-11-02  11.400000  1.000000  \n",
      "2017-11-03 000001  7.433430e+05  8.520321e+08 2017-11-03  11.540000  1.000000  \n",
      "2017-11-06 000001  1.029902e+06  1.157304e+09 2017-11-06  11.390000  1.000000  \n",
      "2017-11-07 000001  2.477163e+06  2.914269e+09 2017-11-07  11.280000  1.000000  \n",
      "2017-11-08 000001  4.262825e+06  5.199224e+09 2017-11-08  11.920000  1.000000  \n",
      "2017-11-09 000001  2.295289e+06  2.839862e+09 2017-11-09  12.130000  1.000000  \n",
      "2017-11-10 000001  1.757552e+06  2.167127e+09 2017-11-10  12.330000  1.000000  \n",
      "2017-11-13 000001  2.566906e+06  3.307955e+09 2017-11-13  12.300000  1.000000  \n",
      "2017-11-14 000001  1.780302e+06  2.318093e+09 2017-11-14  12.900000  1.000000  \n",
      "2017-11-15 000001  1.263052e+06  1.627913e+09 2017-11-15  12.950000  1.000000  \n",
      "2017-11-16 000001  1.200814e+06  1.550702e+09 2017-11-16  12.900000  1.000000  \n",
      "2017-11-17 000001  2.064149e+06  2.731216e+09 2017-11-17  13.100000  1.000000  \n",
      "2017-11-20 000001  2.843925e+06  3.860145e+09 2017-11-20  13.180000  1.000000  \n",
      "2017-11-21 000001  2.495327e+06  3.609849e+09 2017-11-21  14.250000  1.000000  \n",
      "2017-11-22 000001  2.570231e+06  3.839501e+09 2017-11-22  14.450000  1.000000  \n",
      "2017-11-23 000001  2.429142e+06  3.562843e+09 2017-11-23  15.100000  1.000000  \n",
      "2017-11-24 000001  2.630189e+06  3.732597e+09 2017-11-24  14.350000  1.000000  \n",
      "2017-11-27 000001  2.064085e+06  2.878492e+09 2017-11-27  14.560000  1.000000  \n",
      "2017-11-28 000001  1.766432e+06  2.396540e+09 2017-11-28  13.930000  1.000000  \n",
      "2017-11-29 000001  1.564094e+06  2.148313e+09 2017-11-29  13.700000  1.000000  \n",
      "2017-11-30 000001  1.379635e+06  1.866701e+09 2017-11-30  13.820000  1.000000  \n",
      "\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[223 rows x 10 columns]\n"
     ]
    }
   ],
   "source": [
    "# 数据筛选- 选取某一只股票的数据 select_code\n",
    "data.select_code('000001')\n",
    "print(data.select_code('000001')())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                     code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
      "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
      "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
      "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
      "           000002  000002  20.057593  20.260683  19.777135  20.163973   \n",
      "           000004  000004  44.430000  44.820000  44.010000  44.700000   \n",
      "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
      "           000002  000002  20.163973  20.531470  20.096277  20.241341   \n",
      "           000004  000004  44.520000  45.280000  44.400000  44.440000   \n",
      "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
      "           000002  000002  20.251012  20.347722  19.931870  19.960883   \n",
      "           000004  000004  44.350000  44.730000  43.920000  43.960000   \n",
      "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
      "           000002  000002  19.922199  20.067264  19.854502  19.980225   \n",
      "           000004  000004  43.400000  43.960000  42.510000  43.010000   \n",
      "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
      "           000002  000002  19.989896  20.009238  19.844831  19.902857   \n",
      "           000004  000004  43.170000  43.870000  43.170000  43.250000   \n",
      "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
      "           000002  000002  19.844831  19.951212  19.728780  19.728780   \n",
      "           000004  000004  43.000000  43.350000  42.450000  42.450000   \n",
      "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
      "           000004  000004  42.100000  42.780000  42.040000  42.050000   \n",
      "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
      "           000002  000002  20.309038  21.662974  20.212328  21.092386   \n",
      "           000004  000004  42.050000  42.370000  40.900000  41.000000   \n",
      "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
      "           000002  000002  21.092386  21.092386  19.641741  20.309038   \n",
      "           000004  000004  40.690000  40.690000  36.900000  38.260000   \n",
      "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
      "           000002  000002  20.047922  20.270354  19.719109  20.115618   \n",
      "           000004  000004  38.090000  38.090000  36.220000  37.370000   \n",
      "2017-01-18 000001  000001   9.008357   9.057637   8.998501   9.037925   \n",
      "           000002  000002  19.989896  20.483115  19.854502  20.231670   \n",
      "           000004  000004  37.610000  37.610000  36.750000  37.150000   \n",
      "2017-01-19 000001  000001   9.018213   9.106917   9.018213   9.047781   \n",
      "           000002  000002  20.018909  20.192986  19.873844  19.922199   \n",
      "           000004  000004  36.610000  36.650000  34.930000  35.690000   \n",
      "2017-01-20 000001  000001   9.037925   9.097061   9.037925   9.087205   \n",
      "           000002  000002  19.922199  20.144631  19.864173  19.999567   \n",
      "           000004  000004  35.660000  36.650000  35.110000  36.480000   \n",
      "2017-01-23 000001  000001   9.087205   9.126629   9.067493   9.087205   \n",
      "           000002  000002  20.018909  20.163973  20.018909  20.057593   \n",
      "           000004  000004  36.360000  37.880000  36.050000  37.560000   \n",
      "2017-01-24 000001  000001   9.097061   9.146341   9.067493   9.136485   \n",
      "           000002  000002  20.086606  20.115618  19.970554  20.009238   \n",
      "           000004  000004  38.000000  39.400000  37.890000  38.630000   \n",
      "2017-01-25 000001  000001   9.136485   9.146341   9.116773   9.126629   \n",
      "           000002  000002  19.999567  20.047922  19.844831  19.931870   \n",
      "           000004  000004  38.540000  39.000000  37.620000  38.250000   \n",
      "2017-01-26 000001  000001   9.136485   9.205477   9.126629   9.195621   \n",
      "           000002  000002  19.970554  20.086606  19.970554  19.999567   \n",
      "           000004  000004  38.230000  38.990000  38.010000  38.290000   \n",
      "\n",
      "                         volume        amount       date   preclose       adj  \n",
      "date       code                                                                \n",
      "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03        NaN  0.985597  \n",
      "           000002  2.243994e+05  4.497575e+08 2017-01-03        NaN  0.967097  \n",
      "           000004  7.154000e+03  3.173771e+07 2017-01-03        NaN  1.000000  \n",
      "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   9.028069  0.985597  \n",
      "           000002  3.428343e+05  6.867453e+08 2017-01-04  20.047922  0.967097  \n",
      "           000004  8.719000e+03  3.870339e+07 2017-01-04  44.450000  1.000000  \n",
      "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   9.028069  0.985597  \n",
      "           000002  3.206762e+05  6.514861e+08 2017-01-05  20.163973  0.967097  \n",
      "           000004  1.025900e+04  4.605712e+07 2017-01-05  44.700000  1.000000  \n",
      "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   9.037925  0.985597  \n",
      "           000002  2.439455e+05  4.890327e+08 2017-01-06  20.241341  0.967097  \n",
      "           000004  6.651000e+03  2.947450e+07 2017-01-06  44.440000  1.000000  \n",
      "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   8.998501  0.985597  \n",
      "           000002  1.560898e+05  3.116738e+08 2017-01-09  19.960883  0.967097  \n",
      "           000004  1.240400e+04  5.339200e+07 2017-01-09  43.960000  1.000000  \n",
      "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   9.018213  0.985597  \n",
      "           000002  1.645864e+05  3.277669e+08 2017-01-10  19.980225  0.967097  \n",
      "           000004  1.052700e+04  4.581176e+07 2017-01-10  43.010000  1.000000  \n",
      "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   9.018213  0.985597  \n",
      "           000002  1.743899e+05  3.454215e+08 2017-01-11  19.902857  0.967097  \n",
      "           000004  1.066800e+04  4.570020e+07 2017-01-11  43.250000  1.000000  \n",
      "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   9.008357  0.985597  \n",
      "           000004  7.659000e+03  3.249995e+07 2017-01-12  42.450000  1.000000  \n",
      "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   9.018213  0.985597  \n",
      "           000002  1.100475e+06  2.322229e+09 2017-01-13  19.728780  0.967097  \n",
      "           000004  9.700000e+03  4.031344e+07 2017-01-13  42.050000  1.000000  \n",
      "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   9.028069  0.985597  \n",
      "           000002  5.720625e+05  1.157108e+09 2017-01-16  21.092386  0.967097  \n",
      "           000004  1.674900e+04  6.417067e+07 2017-01-16  41.000000  1.000000  \n",
      "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   9.008357  0.985597  \n",
      "           000002  3.319625e+05  6.632974e+08 2017-01-17  20.309038  0.967097  \n",
      "           000004  2.161300e+04  7.987761e+07 2017-01-17  38.260000  1.000000  \n",
      "2017-01-18 000001  5.826610e+05  5.264266e+08 2017-01-18   9.018213  0.985597  \n",
      "           000002  3.358215e+05  6.792885e+08 2017-01-18  20.115618  0.967097  \n",
      "           000004  1.210900e+04  4.490280e+07 2017-01-18  37.370000  1.000000  \n",
      "2017-01-19 000001  4.441085e+05  4.024456e+08 2017-01-19   9.037925  0.985597  \n",
      "           000002  2.242670e+05  4.488158e+08 2017-01-19  20.231670  0.967097  \n",
      "           000004  2.176000e+04  7.752554e+07 2017-01-19  37.150000  1.000000  \n",
      "2017-01-20 000001  3.990759e+05  3.618652e+08 2017-01-20   9.047781  0.985597  \n",
      "           000002  2.223696e+05  4.449215e+08 2017-01-20  19.922199  0.967097  \n",
      "           000004  1.422600e+04  5.133604e+07 2017-01-20  35.690000  1.000000  \n",
      "2017-01-23 000001  4.264410e+05  3.880191e+08 2017-01-23   9.087205  0.985597  \n",
      "           000002  1.616932e+05  3.245816e+08 2017-01-23  19.999567  0.967097  \n",
      "           000004  1.172000e+04  4.329103e+07 2017-01-23  36.480000  1.000000  \n",
      "2017-01-24 000001  4.771159e+05  4.347877e+08 2017-01-24   9.087205  0.985597  \n",
      "           000002  1.647384e+05  3.301404e+08 2017-01-24  20.057593  0.967097  \n",
      "           000004  2.154600e+04  8.388516e+07 2017-01-24  37.560000  1.000000  \n",
      "2017-01-25 000001  3.088493e+05  2.819763e+08 2017-01-25   9.136485  0.985597  \n",
      "           000002  1.599085e+05  3.192645e+08 2017-01-25  20.009238  0.967097  \n",
      "           000004  1.108600e+04  4.255951e+07 2017-01-25  38.630000  1.000000  \n",
      "2017-01-26 000001  4.268600e+05  3.918443e+08 2017-01-26   9.126629  0.985597  \n",
      "           000002  1.460536e+05  2.924237e+08 2017-01-26  19.931870  0.967097  \n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "           000004  9.294000e+03  3.594220e+07 2017-01-26  38.250000  1.000000  \n",
      "                     code   open   high    low  close     volume  \\\n",
      "date       code                                                    \n",
      "2017-11-01 000001  000001  11.56  11.59  11.32  11.40   692617.0   \n",
      "           000002  000002  28.96  30.54  28.73  29.15   622931.0   \n",
      "           000004  000004  23.59  23.86  23.35  23.68     5574.0   \n",
      "2017-11-02 000001  000001  11.36  11.58  11.26  11.54   604308.0   \n",
      "           000002  000002  29.30  29.48  28.68  29.45   361906.0   \n",
      "           000004  000004  23.55  23.76  23.03  23.60     7704.0   \n",
      "2017-11-03 000001  000001  11.49  11.68  11.35  11.39   743343.0   \n",
      "           000002  000002  29.23  29.52  28.05  28.19   455428.0   \n",
      "           000004  000004  23.60  23.66  23.03  23.16     4791.0   \n",
      "2017-11-06 000001  000001  11.42  11.42  11.09  11.28  1029902.0   \n",
      "           000002  000002  28.20  28.27  26.95  27.46   509485.0   \n",
      "           000004  000004  23.36  23.36  23.00  23.21     2522.0   \n",
      "2017-11-07 000001  000001  11.27  12.09  11.25  11.92  2477163.0   \n",
      "           000002  000002  27.36  27.95  27.30  27.85   379818.0   \n",
      "           000004  000004  23.34  23.36  23.15  23.34     3374.0   \n",
      "2017-11-08 000001  000001  12.00  12.59  11.93  12.13  4262825.0   \n",
      "           000002  000002  27.75  28.14  27.41  27.64   398661.0   \n",
      "           000004  000004  23.38  23.79  23.25  23.50     4295.0   \n",
      "2017-11-09 000001  000001  12.20  12.57  12.15  12.33  2295289.0   \n",
      "           000002  000002  27.52  27.79  27.30  27.67   234126.0   \n",
      "           000004  000004  23.50  23.63  23.36  23.57     3067.0   \n",
      "2017-11-10 000001  000001  12.37  12.55  12.15  12.30  1757552.0   \n",
      "           000002  000002  27.60  27.83  27.36  27.51   305912.0   \n",
      "           000004  000004  23.57  25.93  23.53  25.93    55536.0   \n",
      "2017-11-13 000001  000001  12.35  13.10  12.35  12.90  2566906.0   \n",
      "           000002  000002  27.45  27.49  26.80  27.06   347146.0   \n",
      "           000004  000004  25.79  25.99  24.58  24.75    34272.0   \n",
      "2017-11-14 000001  000001  12.95  13.26  12.81  12.95  1780302.0   \n",
      "           000002  000002  27.05  28.50  26.70  28.50   735825.0   \n",
      "           000004  000004  24.54  25.24  24.20  24.20    18421.0   \n",
      "...                   ...    ...    ...    ...    ...        ...   \n",
      "2017-11-17 000001  000001  13.17  13.46  13.03  13.18  2064149.0   \n",
      "           000002  000002  28.85  29.60  28.60  28.90   563944.0   \n",
      "           000004  000004  27.66  29.38  26.10  27.88    60343.0   \n",
      "2017-11-20 000001  000001  13.13  14.25  13.05  14.25  2843925.0   \n",
      "           000002  000002  28.80  29.01  27.48  28.90   395088.0   \n",
      "           000004  000004  28.23  28.75  27.00  27.48    43452.0   \n",
      "2017-11-21 000001  000001  14.07  14.79  14.01  14.45  2495327.0   \n",
      "           000002  000002  28.54  31.79  28.54  31.79  1081788.0   \n",
      "           000004  000004  27.19  30.23  26.52  30.23    64583.0   \n",
      "2017-11-22 000001  000001  14.48  15.24  14.48  15.10  2570231.0   \n",
      "           000002  000002  31.90  33.08  31.54  32.50  1052969.0   \n",
      "           000004  000004  29.19  31.44  29.19  30.04    64118.0   \n",
      "2017-11-23 000001  000001  15.15  15.24  14.07  14.35  2429142.0   \n",
      "           000002  000002  32.42  32.74  31.02  31.30   580325.0   \n",
      "           000004  000004  30.68  30.69  27.44  28.15    45153.0   \n",
      "2017-11-24 000001  000001  14.29  14.59  13.78  14.56  2630189.0   \n",
      "           000002  000002  31.18  32.29  30.47  31.80   524343.0   \n",
      "           000004  000004  28.18  28.96  27.00  27.45    39524.0   \n",
      "2017-11-27 000001  000001  14.30  14.30  13.75  13.93  2064085.0   \n",
      "           000002  000002  31.45  32.60  30.59  31.52   521581.0   \n",
      "           000004  000004  27.60  27.84  25.74  26.05    32284.0   \n",
      "2017-11-28 000001  000001  13.85  13.85  13.40  13.70  1766432.0   \n",
      "           000002  000002  31.09  31.35  30.10  30.75   405786.0   \n",
      "           000004  000004  25.91  26.87  25.78  26.37    31337.0   \n",
      "2017-11-29 000001  000001  13.73  13.93  13.47  13.82  1564094.0   \n",
      "           000002  000002  30.78  33.83  30.28  33.82   897712.0   \n",
      "           000004  000004  26.47  26.59  25.06  25.52    30904.0   \n",
      "2017-11-30 000001  000001  13.70  13.73  13.26  13.38  1379635.0   \n",
      "           000002  000002  33.10  33.40  30.68  31.22  1000665.0   \n",
      "           000004  000004  25.50  25.82  25.16  25.56    23286.0   \n",
      "\n",
      "                         amount       date  preclose  adj  \n",
      "date       code                                            \n",
      "2017-11-01 000001  7.928810e+08 2017-11-01     11.54  1.0  \n",
      "           000002  1.849006e+09 2017-11-01     28.96  1.0  \n",
      "           000004  1.321236e+07 2017-11-01     23.66  1.0  \n",
      "2017-11-02 000001  6.892299e+08 2017-11-02     11.40  1.0  \n",
      "           000002  1.053596e+09 2017-11-02     29.15  1.0  \n",
      "           000004  1.807467e+07 2017-11-02     23.68  1.0  \n",
      "2017-11-03 000001  8.520321e+08 2017-11-03     11.54  1.0  \n",
      "           000002  1.305014e+09 2017-11-03     29.45  1.0  \n",
      "           000004  1.121483e+07 2017-11-03     23.60  1.0  \n",
      "2017-11-06 000001  1.157304e+09 2017-11-06     11.39  1.0  \n",
      "           000002  1.395554e+09 2017-11-06     28.19  1.0  \n",
      "           000004  5.840118e+06 2017-11-06     23.16  1.0  \n",
      "2017-11-07 000001  2.914269e+09 2017-11-07     11.28  1.0  \n",
      "           000002  1.052692e+09 2017-11-07     27.46  1.0  \n",
      "           000004  7.850982e+06 2017-11-07     23.21  1.0  \n",
      "2017-11-08 000001  5.199224e+09 2017-11-08     11.92  1.0  \n",
      "           000002  1.105270e+09 2017-11-08     27.85  1.0  \n",
      "           000004  1.013779e+07 2017-11-08     23.34  1.0  \n",
      "2017-11-09 000001  2.839862e+09 2017-11-09     12.13  1.0  \n",
      "           000002  6.450924e+08 2017-11-09     27.64  1.0  \n",
      "           000004  7.221488e+06 2017-11-09     23.50  1.0  \n",
      "2017-11-10 000001  2.167127e+09 2017-11-10     12.33  1.0  \n",
      "           000002  8.419791e+08 2017-11-10     27.67  1.0  \n",
      "           000004  1.421296e+08 2017-11-10     23.57  1.0  \n",
      "2017-11-13 000001  3.307955e+09 2017-11-13     12.30  1.0  \n",
      "           000002  9.410386e+08 2017-11-13     27.51  1.0  \n",
      "           000004  8.642104e+07 2017-11-13     25.93  1.0  \n",
      "2017-11-14 000001  2.318093e+09 2017-11-14     12.90  1.0  \n",
      "           000002  2.042079e+09 2017-11-14     27.06  1.0  \n",
      "           000004  4.539726e+07 2017-11-14     24.75  1.0  \n",
      "...                         ...        ...       ...  ...  \n",
      "2017-11-17 000001  2.731216e+09 2017-11-17     13.10  1.0  \n",
      "           000002  1.639436e+09 2017-11-17     28.94  1.0  \n",
      "           000004  1.678450e+08 2017-11-17     27.81  1.0  \n",
      "2017-11-20 000001  3.860145e+09 2017-11-20     13.18  1.0  \n",
      "           000002  1.118756e+09 2017-11-20     28.90  1.0  \n",
      "           000004  1.205364e+08 2017-11-20     27.88  1.0  \n",
      "2017-11-21 000001  3.609849e+09 2017-11-21     14.25  1.0  \n",
      "           000002  3.289379e+09 2017-11-21     28.90  1.0  \n",
      "           000004  1.845711e+08 2017-11-21     27.48  1.0  \n",
      "2017-11-22 000001  3.839501e+09 2017-11-22     14.45  1.0  \n",
      "           000002  3.398211e+09 2017-11-22     31.79  1.0  \n",
      "           000004  1.937324e+08 2017-11-22     30.23  1.0  \n",
      "2017-11-23 000001  3.562843e+09 2017-11-23     15.10  1.0  \n",
      "           000002  1.851670e+09 2017-11-23     32.50  1.0  \n",
      "           000004  1.308060e+08 2017-11-23     30.04  1.0  \n",
      "2017-11-24 000001  3.732597e+09 2017-11-24     14.35  1.0  \n",
      "           000002  1.653488e+09 2017-11-24     31.30  1.0  \n",
      "           000004  1.103899e+08 2017-11-24     28.15  1.0  \n",
      "2017-11-27 000001  2.878492e+09 2017-11-27     14.56  1.0  \n",
      "           000002  1.640697e+09 2017-11-27     31.80  1.0  \n",
      "           000004  8.479705e+07 2017-11-27     27.45  1.0  \n",
      "2017-11-28 000001  2.396540e+09 2017-11-28     13.93  1.0  \n",
      "           000002  1.243496e+09 2017-11-28     31.52  1.0  \n",
      "           000004  8.275657e+07 2017-11-28     26.05  1.0  \n",
      "2017-11-29 000001  2.148313e+09 2017-11-29     13.70  1.0  \n",
      "           000002  2.894401e+09 2017-11-29     30.75  1.0  \n",
      "           000004  7.867043e+07 2017-11-29     26.37  1.0  \n",
      "2017-11-30 000001  1.866701e+09 2017-11-30     13.82  1.0  \n",
      "           000002  3.213854e+09 2017-11-30     33.82  1.0  \n",
      "           000004  5.926307e+07 2017-11-30     25.52  1.0  \n",
      "\n",
      "[66 rows x 10 columns]\n"
     ]
    }
   ],
   "source": [
    "# 数据筛选- 选取某一段时间内的数据\n",
    "res=data.select_time('2017-01-01','2017-01-31')\n",
    "print(res.data)\n",
    "# 如果end设置为空,则获取到从start开始至今的所有数据\n",
    "res=data.select_time('2017-11-01')\n",
    "print(res.data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                     code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-20 000001  000001   9.037925   9.097061   9.037925   9.087205   \n",
      "           000002  000002  19.922199  20.144631  19.864173  19.999567   \n",
      "           000004  000004  35.660000  36.650000  35.110000  36.480000   \n",
      "2017-01-23 000001  000001   9.087205   9.126629   9.067493   9.087205   \n",
      "           000002  000002  20.018909  20.163973  20.018909  20.057593   \n",
      "           000004  000004  36.360000  37.880000  36.050000  37.560000   \n",
      "2017-01-24 000001  000001   9.097061   9.146341   9.067493   9.136485   \n",
      "           000002  000002  20.086606  20.115618  19.970554  20.009238   \n",
      "           000004  000004  38.000000  39.400000  37.890000  38.630000   \n",
      "2017-01-25 000001  000001   9.136485   9.146341   9.116773   9.126629   \n",
      "           000002  000002  19.999567  20.047922  19.844831  19.931870   \n",
      "           000004  000004  38.540000  39.000000  37.620000  38.250000   \n",
      "2017-01-26 000001  000001   9.136485   9.205477   9.126629   9.195621   \n",
      "           000002  000002  19.970554  20.086606  19.970554  19.999567   \n",
      "           000004  000004  38.230000  38.990000  38.010000  38.290000   \n",
      "\n",
      "                          volume       amount       date   preclose       adj  \n",
      "date       code                                                                \n",
      "2017-01-20 000001  399075.856614  361865152.0 2017-01-20   9.047781  0.985597  \n",
      "           000002  222369.618093  444921472.0 2017-01-20  19.922199  0.967097  \n",
      "           000004   14226.000000   51336036.0 2017-01-20  35.690000  1.000000  \n",
      "2017-01-23 000001  426440.994435  388019072.0 2017-01-23   9.087205  0.985597  \n",
      "           000002  161693.183960  324581600.0 2017-01-23  19.999567  0.967097  \n",
      "           000004   11720.000000   43291028.0 2017-01-23  36.480000  1.000000  \n",
      "2017-01-24 000001  477115.860345  434787744.0 2017-01-24   9.087205  0.985597  \n",
      "           000002  164738.379913  330140448.0 2017-01-24  20.057593  0.967097  \n",
      "           000004   21546.000000   83885160.0 2017-01-24  37.560000  1.000000  \n",
      "2017-01-25 000001  308849.331421  281976288.0 2017-01-25   9.136485  0.985597  \n",
      "           000002  159908.461306  319264480.0 2017-01-25  20.009238  0.967097  \n",
      "           000004   11086.000000   42559508.0 2017-01-25  38.630000  1.000000  \n",
      "2017-01-26 000001  426860.029766  391844288.0 2017-01-26   9.126629  0.985597  \n",
      "           000002  146053.595237  292423712.0 2017-01-26  19.931870  0.967097  \n",
      "           000004    9294.000000   35942196.0 2017-01-26  38.250000  1.000000  \n"
     ]
    }
   ],
   "source": [
    "# 数据筛选 - 选取某一个时间点向前向后的数据\n",
    "# method\n",
    "# lt 小于 <\n",
    "# lte 小于等于  <=\n",
    "# gt 大于 >\n",
    "# gte 大于等于 >=\n",
    "# e 等于 ==\n",
    "res=data.select_time_with_gap(gap=5,method='lte',time='2017-01-31')\n",
    "print(res.data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "code                     000001\n",
      "open                    9.03793\n",
      "high                    9.09706\n",
      "low                     9.03793\n",
      "close                   9.08721\n",
      "volume                   399076\n",
      "amount              3.61865e+08\n",
      "date        2017-01-20 00:00:00\n",
      "preclose                9.04778\n",
      "adj                    0.985597\n",
      "Name: (2017-01-20 00:00:00, 000001), dtype: object\n"
     ]
    }
   ],
   "source": [
    "# 数据筛选 - 拿到某一天的股票数据\n",
    "# if_trade的作用是  如果if_trade=False 则遇到停牌时 会返回最后一个交易日的bar\n",
    "res=data.get_bar(code='000001',time='2017-01-20')\n",
    "print(res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "code           000001     000002  000004\n",
      "date                                    \n",
      "2017-01-03   8.978789  19.873844   44.81\n",
      "2017-01-04   9.018213  20.057593   44.43\n",
      "2017-01-05   9.037925  20.163973   44.52\n",
      "2017-01-06   9.037925  20.251012   44.35\n",
      "2017-01-09   8.998501  19.922199   43.40\n",
      "2017-01-10   9.018213  19.989896   43.17\n",
      "2017-01-11   9.008357  19.844831   43.00\n",
      "2017-01-12   8.998501        NaN   42.10\n",
      "2017-01-13   9.008357  20.309038   42.05\n",
      "2017-01-16   9.018213  21.092386   40.69\n",
      "2017-01-17   8.988645  20.047922   38.09\n",
      "2017-01-18   9.008357  19.989896   37.61\n",
      "2017-01-19   9.018213  20.018909   36.61\n",
      "2017-01-20   9.037925  19.922199   35.66\n",
      "2017-01-23   9.087205  20.018909   36.36\n",
      "2017-01-24   9.097061  20.086606   38.00\n",
      "2017-01-25   9.136485  19.999567   38.54\n",
      "2017-01-26   9.136485  19.970554   38.23\n",
      "2017-02-03   9.205477  20.009238   38.01\n",
      "2017-02-06   9.126629  19.999567   38.57\n",
      "2017-02-07   9.175909  19.912528   39.31\n",
      "2017-02-08   9.156197  19.960883   38.90\n",
      "2017-02-09   9.166053  20.028580   39.06\n",
      "2017-02-10   9.185765  20.096277   39.92\n",
      "2017-02-13   9.205477  19.970554   38.51\n",
      "2017-02-14   9.274469  20.086606   38.92\n",
      "2017-02-15   9.264613  20.212328   38.60\n",
      "2017-02-16   9.313892  19.989896   38.25\n",
      "2017-02-17   9.323748  19.999567   38.59\n",
      "2017-02-20   9.264613  19.873844   37.98\n",
      "...               ...        ...     ...\n",
      "2017-10-20  11.590000  26.000000   24.77\n",
      "2017-10-23  11.390000  26.170000   25.09\n",
      "2017-10-24  11.200000  25.810000   25.11\n",
      "2017-10-25  11.360000  27.010000   24.71\n",
      "2017-10-26  11.250000  27.300000   25.05\n",
      "2017-10-27  11.190000  27.700000   24.97\n",
      "2017-10-30  11.550000  27.500000   24.10\n",
      "2017-10-31  11.550000  28.800000   23.70\n",
      "2017-11-01  11.560000  28.960000   23.59\n",
      "2017-11-02  11.360000  29.300000   23.55\n",
      "2017-11-03  11.490000  29.230000   23.60\n",
      "2017-11-06  11.420000  28.200000   23.36\n",
      "2017-11-07  11.270000  27.360000   23.34\n",
      "2017-11-08  12.000000  27.750000   23.38\n",
      "2017-11-09  12.200000  27.520000   23.50\n",
      "2017-11-10  12.370000  27.600000   23.57\n",
      "2017-11-13  12.350000  27.450000   25.79\n",
      "2017-11-14  12.950000  27.050000   24.54\n",
      "2017-11-15  12.900000  28.280000   24.27\n",
      "2017-11-16  12.900000  28.350000   26.50\n",
      "2017-11-17  13.170000  28.850000   27.66\n",
      "2017-11-20  13.130000  28.800000   28.23\n",
      "2017-11-21  14.070000  28.540000   27.19\n",
      "2017-11-22  14.480000  31.900000   29.19\n",
      "2017-11-23  15.150000  32.420000   30.68\n",
      "2017-11-24  14.290000  31.180000   28.18\n",
      "2017-11-27  14.300000  31.450000   27.60\n",
      "2017-11-28  13.850000  31.090000   25.91\n",
      "2017-11-29  13.730000  30.780000   26.47\n",
      "2017-11-30  13.700000  33.100000   25.50\n",
      "\n",
      "[223 rows x 3 columns]\n"
     ]
    }
   ],
   "source": [
    "# 数据切面 pivot\n",
    "\n",
    "res=data.pivot('open')\n",
    "print(res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                         TR       ATR\n",
      "date       code                      \n",
      "2017-01-03 000001       NaN       NaN\n",
      "           000002       NaN       NaN\n",
      "           000004       NaN       NaN\n",
      "2017-01-04 000001  0.039424       NaN\n",
      "           000002  0.483549       NaN\n",
      "           000004  0.810000       NaN\n",
      "2017-01-05 000001  0.029568       NaN\n",
      "           000002  0.435194       NaN\n",
      "           000004  0.880000       NaN\n",
      "2017-01-06 000001  0.059136       NaN\n",
      "           000002  0.415852       NaN\n",
      "           000004  0.810000       NaN\n",
      "2017-01-09 000001  0.059136       NaN\n",
      "           000002  0.212761       NaN\n",
      "           000004  1.450000       NaN\n",
      "2017-01-10 000001  0.019712       NaN\n",
      "           000002  0.164406       NaN\n",
      "           000004  0.860000       NaN\n",
      "2017-01-11 000001  0.039424       NaN\n",
      "           000002  0.222432       NaN\n",
      "           000004  0.900000       NaN\n",
      "2017-01-12 000001  0.039424       NaN\n",
      "           000004  0.740000       NaN\n",
      "2017-01-13 000001  0.068992       NaN\n",
      "           000002  1.934194       NaN\n",
      "           000004  1.470000       NaN\n",
      "2017-01-16 000001  0.088704       NaN\n",
      "           000002  1.450646       NaN\n",
      "           000004  4.100000       NaN\n",
      "2017-01-17 000001  0.059136  0.050265\n",
      "...                     ...       ...\n",
      "2017-11-17 000001  0.430000  0.517000\n",
      "           000002  1.000000  0.898000\n",
      "           000004  3.280000  1.521000\n",
      "2017-11-20 000001  1.200000  0.604000\n",
      "           000002  1.530000  0.919000\n",
      "           000004  1.750000  1.660000\n",
      "2017-11-21 000001  0.780000  0.598000\n",
      "           000002  3.250000  1.179000\n",
      "           000004  3.710000  2.010000\n",
      "2017-11-22 000001  0.790000  0.610000\n",
      "           000002  1.540000  1.260000\n",
      "           000004  2.250000  2.181000\n",
      "2017-11-23 000001  1.170000  0.683000\n",
      "           000002  1.720000  1.383000\n",
      "           000004  3.250000  2.479000\n",
      "2017-11-24 000001  0.810000  0.724000\n",
      "           000002  1.820000  1.518000\n",
      "           000004  1.960000  2.435000\n",
      "2017-11-27 000001  0.810000  0.725000\n",
      "           000002  2.010000  1.648000\n",
      "           000004  2.100000  2.504000\n",
      "2017-11-28 000001  0.530000  0.733000\n",
      "           000002  1.420000  1.610000\n",
      "           000004  1.090000  2.509000\n",
      "2017-11-29 000001  0.460000  0.743000\n",
      "           000002  3.550000  1.890000\n",
      "           000004  1.530000  2.420000\n",
      "2017-11-30 000001  0.560000  0.754000\n",
      "           000002  3.140000  2.098000\n",
      "           000004  0.660000  2.158000\n",
      "\n",
      "[616 rows x 2 columns]\n"
     ]
    }
   ],
   "source": [
    "# 对数据块应用函数 add_func\n",
    "# 一般是配合指标函数去计算指标\n",
    "\n",
    "# QA.QA_indicator_ATR  ATR指标\n",
    "\n",
    "res=data.add_func(QA.QA_indicator_ATR,10)\n",
    "print(res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'code': {(Timestamp('2017-01-03 00:00:00'), '000001'): '000001', (Timestamp('2017-01-03 00:00:00'), '000002'): '000002', (Timestamp('2017-01-03 00:00:00'), '000004'): '000004', (Timestamp('2017-01-04 00:00:00'), '000001'): '000001', (Timestamp('2017-01-04 00:00:00'), '000002'): '000002', (Timestamp('2017-01-04 00:00:00'), '000004'): '000004', (Timestamp('2017-01-05 00:00:00'), '000001'): '000001', (Timestamp('2017-01-05 00:00:00'), '000002'): '000002', (Timestamp('2017-01-05 00:00:00'), '000004'): '000004', (Timestamp('2017-01-06 00:00:00'), '000001'): '000001', (Timestamp('2017-01-06 00:00:00'), '000002'): '000002', (Timestamp('2017-01-06 00:00:00'), '000004'): '000004', (Timestamp('2017-01-09 00:00:00'), '000001'): '000001', (Timestamp('2017-01-09 00:00:00'), '000002'): '000002', (Timestamp('2017-01-09 00:00:00'), '000004'): '000004', (Timestamp('2017-01-10 00:00:00'), '000001'): '000001', (Timestamp('2017-01-10 00:00:00'), '000002'): '000002', (Timestamp('2017-01-10 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0.9999999999999998], ['000001', 12.0, 12.59, 11.93, 12.13, 4262825.0, 5199224320.0, Timestamp('2017-11-08 00:00:00'), 11.92, 1.0], ['000002', 27.750000000000007, 28.140000000000008, 27.410000000000007, 27.640000000000008, 398660.9999999999, 1105269504.0, Timestamp('2017-11-08 00:00:00'), 27.85000000000001, 1.0000000000000002], ['000004', 23.379999999999995, 23.789999999999996, 23.249999999999996, 23.499999999999996, 4295.000000000001, 10137787.0, Timestamp('2017-11-08 00:00:00'), 23.339999999999996, 0.9999999999999998], ['000001', 12.2, 12.57, 12.15, 12.33, 2295289.0, 2839861760.0, Timestamp('2017-11-09 00:00:00'), 12.13, 1.0], ['000002', 27.52000000000001, 27.79000000000001, 27.30000000000001, 27.670000000000012, 234125.99999999988, 645092352.0, Timestamp('2017-11-09 00:00:00'), 27.640000000000008, 1.0000000000000004], ['000004', 23.499999999999996, 23.629999999999995, 23.359999999999996, 23.569999999999997, 3067.0000000000005, 7221488.5, Timestamp('2017-11-09 00:00:00'), 23.499999999999996, 0.9999999999999998], ['000001', 12.37, 12.55, 12.15, 12.3, 1757552.0, 2167126528.0, Timestamp('2017-11-10 00:00:00'), 12.33, 1.0], ['000002', 27.60000000000001, 27.830000000000005, 27.360000000000007, 27.51000000000001, 305911.99999999994, 841979136.0, Timestamp('2017-11-10 00:00:00'), 27.670000000000012, 1.0000000000000002], ['000004', 23.569999999999997, 25.929999999999993, 23.529999999999998, 25.929999999999993, 55536.000000000015, 142129648.0, Timestamp('2017-11-10 00:00:00'), 23.569999999999997, 0.9999999999999998], ['000001', 12.35, 13.1, 12.35, 12.9, 2566906.0, 3307955200.0, Timestamp('2017-11-13 00:00:00'), 12.3, 1.0], ['000002', 27.450000000000006, 27.490000000000006, 26.800000000000008, 27.060000000000006, 347145.99999999994, 941038592.0, Timestamp('2017-11-13 00:00:00'), 27.51000000000001, 1.0000000000000002], ['000004', 25.789999999999992, 25.98999999999999, 24.57999999999999, 24.749999999999993, 34272.00000000001, 86421040.0, Timestamp('2017-11-13 00:00:00'), 25.929999999999993, 0.9999999999999998], ['000001', 12.95, 13.26, 12.81, 12.95, 1780302.0, 2318092544.0, Timestamp('2017-11-14 00:00:00'), 12.9, 1.0], ['000002', 27.05000000000001, 28.500000000000014, 26.70000000000001, 28.500000000000014, 735824.9999999997, 2042078592.0, Timestamp('2017-11-14 00:00:00'), 27.060000000000006, 1.0000000000000004], ['000004', 24.539999999999992, 25.23999999999999, 24.199999999999992, 24.199999999999992, 18421.000000000004, 45397256.0, Timestamp('2017-11-14 00:00:00'), 24.749999999999993, 0.9999999999999998], ['000001', 12.9, 13.13, 12.77, 12.9, 1263052.0, 1627912704.0, Timestamp('2017-11-15 00:00:00'), 12.95, 1.0], ['000002', 28.280000000000015, 28.660000000000014, 27.91000000000001, 28.440000000000015, 541076.9999999998, 1532168832.0, Timestamp('2017-11-15 00:00:00'), 28.500000000000014, 1.0000000000000004], ['000004', 24.269999999999992, 26.619999999999994, 24.269999999999992, 26.619999999999994, 67213.00000000001, 173155232.0, Timestamp('2017-11-15 00:00:00'), 24.199999999999992, 0.9999999999999998], ['000001', 12.9, 13.12, 12.67, 13.1, 1200814.0, 1550701824.0, Timestamp('2017-11-16 00:00:00'), 12.9, 1.0], ['000002', 28.35000000000001, 29.380000000000006, 28.320000000000007, 28.94000000000001, 574431.9999999999, 1663430784.0, Timestamp('2017-11-16 00:00:00'), 28.440000000000012, 1.0000000000000002], ['000004', 26.499999999999996, 29.279999999999998, 25.999999999999996, 27.809999999999995, 76761.00000000001, 213029600.0, Timestamp('2017-11-16 00:00:00'), 26.619999999999994, 0.9999999999999999], ['000001', 13.17, 13.46, 13.03, 13.18, 2064149.0, 2731215872.0, Timestamp('2017-11-17 00:00:00'), 13.1, 1.0], ['000002', 28.85, 29.6, 28.6, 28.9, 563944.0, 1639436288.0, Timestamp('2017-11-17 00:00:00'), 28.940000000000005, 1.0], ['000004', 27.66, 29.38, 26.1, 27.88, 60343.0, 167845024.0, Timestamp('2017-11-17 00:00:00'), 27.809999999999995, 1.0], ['000001', 13.129999999999999, 14.249999999999998, 13.049999999999999, 14.249999999999998, 2843925.0000000005, 3860145408.0, Timestamp('2017-11-20 00:00:00'), 13.18, 0.9999999999999999], ['000002', 28.8, 29.01, 27.48, 28.9, 395088.0, 1118755712.0, Timestamp('2017-11-20 00:00:00'), 28.9, 1.0], ['000004', 28.229999999999997, 28.749999999999996, 26.999999999999996, 27.479999999999997, 43452.00000000001, 120536432.0, Timestamp('2017-11-20 00:00:00'), 27.88, 0.9999999999999999], ['000001', 14.069999999999999, 14.789999999999997, 14.009999999999998, 14.449999999999998, 2495327.0000000005, 3609849088.0, Timestamp('2017-11-21 00:00:00'), 14.249999999999998, 0.9999999999999999], ['000002', 28.54, 31.79, 28.54, 31.79, 1081788.0, 3289379072.0, Timestamp('2017-11-21 00:00:00'), 28.9, 1.0], ['000004', 27.189999999999998, 30.229999999999997, 26.519999999999996, 30.229999999999997, 64583.00000000001, 184571104.0, Timestamp('2017-11-21 00:00:00'), 27.479999999999997, 0.9999999999999999], ['000001', 14.479999999999999, 15.239999999999998, 14.479999999999999, 15.099999999999998, 2570231.0000000005, 3839501056.0, Timestamp('2017-11-22 00:00:00'), 14.449999999999998, 0.9999999999999999], ['000002', 31.9, 33.08, 31.54, 32.5, 1052969.0, 3398210560.0, Timestamp('2017-11-22 00:00:00'), 31.79, 1.0], ['000004', 29.189999999999998, 31.439999999999998, 29.189999999999998, 30.039999999999996, 64118.00000000001, 193732400.0, Timestamp('2017-11-22 00:00:00'), 30.229999999999997, 0.9999999999999999], ['000001', 15.149999999999999, 15.239999999999998, 14.069999999999999, 14.349999999999998, 2429142.0000000005, 3562843392.0, Timestamp('2017-11-23 00:00:00'), 15.099999999999998, 0.9999999999999999], ['000002', 32.42, 32.74, 31.02, 31.3, 580325.0, 1851670272.0, Timestamp('2017-11-23 00:00:00'), 32.5, 1.0], ['000004', 30.679999999999996, 30.689999999999998, 27.439999999999998, 28.149999999999995, 45153.00000000001, 130805984.0, Timestamp('2017-11-23 00:00:00'), 30.039999999999996, 0.9999999999999999], ['000001', 14.289999999999997, 14.589999999999998, 13.779999999999998, 14.559999999999999, 2630189.0000000005, 3732597248.0, Timestamp('2017-11-24 00:00:00'), 14.349999999999998, 0.9999999999999999], ['000002', 31.18, 32.29, 30.47, 31.8, 524343.0, 1653488256.0, Timestamp('2017-11-24 00:00:00'), 31.3, 1.0], ['000004', 28.179999999999996, 28.959999999999997, 26.999999999999996, 27.449999999999996, 39524.00000000001, 110389888.0, Timestamp('2017-11-24 00:00:00'), 28.149999999999995, 0.9999999999999999], ['000001', 14.3, 14.3, 13.75, 13.93, 2064085.0, 2878491904.0, Timestamp('2017-11-27 00:00:00'), 14.559999999999999, 1.0], ['000002', 31.45, 32.6, 30.59, 31.52, 521581.0, 1640696960.0, Timestamp('2017-11-27 00:00:00'), 31.8, 1.0], ['000004', 27.599999999999998, 27.839999999999996, 25.739999999999995, 26.049999999999997, 32284.000000000004, 84797048.0, Timestamp('2017-11-27 00:00:00'), 27.449999999999996, 0.9999999999999999], ['000001', 13.849999999999998, 13.849999999999998, 13.399999999999999, 13.699999999999998, 1766432.0000000002, 2396540160.0, Timestamp('2017-11-28 00:00:00'), 13.93, 0.9999999999999999], ['000002', 31.09, 31.35, 30.1, 30.75, 405786.0, 1243495680.0, Timestamp('2017-11-28 00:00:00'), 31.52, 1.0], ['000004', 25.909999999999997, 26.869999999999997, 25.779999999999998, 26.369999999999997, 31337.000000000004, 82756568.0, Timestamp('2017-11-28 00:00:00'), 26.049999999999997, 0.9999999999999999], ['000001', 13.729999999999999, 13.929999999999998, 13.469999999999999, 13.819999999999999, 1564094.0000000002, 2148312576.0, Timestamp('2017-11-29 00:00:00'), 13.699999999999998, 0.9999999999999999], ['000002', 30.78, 33.83, 30.28, 33.82, 897712.0, 2894401024.0, Timestamp('2017-11-29 00:00:00'), 30.75, 1.0], ['000004', 26.47, 26.59, 25.06, 25.52, 30904.0, 78670432.0, Timestamp('2017-11-29 00:00:00'), 26.369999999999997, 1.0], ['000001', 13.7, 13.73, 13.26, 13.38, 1379635.0, 1866700928.0, Timestamp('2017-11-30 00:00:00'), 13.819999999999999, 1.0], ['000002', 33.1, 33.4, 30.68, 31.22, 1000665.0, 3213854464.0, Timestamp('2017-11-30 00:00:00'), 33.82, 1.0], ['000004', 25.5, 25.82, 25.16, 25.56, 23286.0, 59263068.0, Timestamp('2017-11-30 00:00:00'), 25.52, 1.0]]\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[['000001' 8.978789422143855 9.047781217923227 ...\n",
      "  Timestamp('2017-01-03 00:00:00') nan 0.9855970825624429]\n",
      " ['000002' 19.87384422340495 20.19298624743043 ...\n",
      "  Timestamp('2017-01-03 00:00:00') nan 0.9670970425014574]\n",
      " ['000004' 44.81000000000001 44.84000000000001 ...\n",
      "  Timestamp('2017-01-03 00:00:00') nan 1.0000000000000002]\n",
      " ...\n",
      " ['000001' 13.7 13.73 ... Timestamp('2017-11-30 00:00:00')\n",
      "  13.819999999999999 1.0]\n",
      " ['000002' 33.1 33.4 ... Timestamp('2017-11-30 00:00:00') 33.82 1.0]\n",
      " ['000004' 25.5 25.82 ... Timestamp('2017-11-30 00:00:00') 25.52 1.0]]\n"
     ]
    }
   ],
   "source": [
    "# 格式转换 to_dict, to_list, to_numpy\n",
    "res=data.to_dict()\n",
    "print(res)\n",
    "res=data.to_list()\n",
    "print(res)\n",
    "res=data.to_numpy()\n",
    "print(res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> The Pic has been saved to your path: .\\QA_stock_day_000001_qfq.html\n",
      "QUANTAXIS>> The Pic has been saved to your path: .\\QA_stock_day_codepackage_qfq.html\n"
     ]
    }
   ],
   "source": [
    "# 画图\n",
    "\n",
    "data.plot('000001') #画某一只股票\n",
    "data.plot()  #画全部股票"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'\\n在讨论完QA_fetch_get系列以后 我们主要考虑的是从本地获取数据并进行分析\\n\\nQA_fetch_xxx_adv系列\\n\\n'"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\"\"\"\n",
    "在讨论完QA_fetch_get系列以后 我们主要考虑的是从本地获取数据并进行分析\n",
    "\n",
    "QA_fetch_xxx_adv系列\n",
    "\n",
    "\"\"\""
   ]
  }
 ],
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